+52.0%
SNOW vs W
+25.7%
+26.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.5% | -7.9% | -5.7% |
| 7D | +2.8% | -4.2% | +7.0% | +3.3% |
| 30D | +6.4% | -7.6% | +14.0% | +7.3% |
| 3M | +38.1% | +37.2% | +0.9% | +31.3% |
| 6M | +100.4% | +26.3% | +74.1% | +92.5% |
| YTD | +53.7% | -1.0% | +54.7% | +50.4% |
| 1Y | +52.0% | +20.1% | +31.9% | +45.4% |
| All | +52.0% | +25.7% | +26.3% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling